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Trade: CHZ/USDT/360/SSF/SMA/6584

Strategy
CHZ/USDT/360/SSF/SMA/6584
Pair
CHZ_USDT
Interval
6h
Score
648342
Daily Profit
1.015708
Profit Factor
7.531245
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2219.250000
Evaluation Time
2025-10-03 06:36
Expiration Time
2025-12-08 15:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2228715.6432 2254110.4769 -25394.8337 149546.375 1632002.4316 -1482456.0566
Total P&L (%) 2228.7156 2254.1105 -25.3948 149.5464 1632.0024 -1482.4561
Avg Daily Profit (%) 1.0043 1.0157 -0.0114 0.0412 0.1286 0
Buy And Hold Return (%) 623.902 623.902 623.902 623.902 623.902 623.902
Max Trade Drawdown -154716 -94922 -125309 -2722351 -1411297 -1584487
Profit Factor 3.7807 7.5312 0.9444 1.0249 1.6059 0.553
Total Trades 85 43 42 85 43 42
Winning Trades 35 20 15 35 20 15
Losing Trades 50 23 27 50 23 27
Profitability (%) 41.1765 46.5116 35.7143 41.1765 46.5116 35.7143
Ratio Avg Win / Avg Loss 5.4011 8.6609 1.6998 1.4641 1.8468 0.9954
Largest Winning Trade 2133185 2133185 48870 2759602 2759602 314618
Largest Losing Trade -77606 -36202 -77606 -795705 -757811 -795705
Avg Bars in Trades 103 100 106 103 100 106
Avg Bars in Winners 167 155 182 167 155 182
Avg Bars in Losers 58 53 63 58 53 63
Bars Traded 8805 4342 4463 8805 4342 4463
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519746 648342 -583512 -499989 -22657 -586290
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8877,
    "evaluation_days": 2219.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568354400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462579053,
    "expiration_time": 1765201896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            2228715.6431544204,
            2254110.476866744,
            -25394.8337123231,
            149546.3750289046,
            1632002.4316499091,
            -1482456.0566210046
        ],
        [
            2228.715643,
            2254.110477,
            -25.394834,
            149.546375,
            1632.002432,
            -1482.456057
        ],
        [
            1.004265,
            1.015708,
            -0.011443,
            0.041215,
            0.128588,
            0
        ],
        [
            623.901973,
            623.901973,
            623.901973,
            623.901973,
            623.901973,
            623.901973
        ],
        [
            -154716,
            -94922,
            -125309,
            -2722351,
            -1411297,
            -1584487
        ],
        [
            3.780742,
            7.531245,
            0.944353,
            1.024884,
            1.605922,
            0.552985
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            41.176471,
            46.511628,
            35.714286,
            41.176471,
            46.511628,
            35.714286
        ],
        [
            5.40106,
            8.660932,
            1.699835,
            1.46412,
            1.846811,
            0.995373
        ],
        [
            2133185,
            2133185,
            48870,
            2759602,
            2759602,
            314618
        ],
        [
            -77606,
            -36202,
            -77606,
            -795705,
            -757811,
            -795705
        ],
        [
            103,
            100,
            106,
            103,
            100,
            106
        ],
        [
            167,
            155,
            182,
            167,
            155,
            182
        ],
        [
            58,
            53,
            63,
            58,
            53,
            63
        ],
        [
            8805,
            4342,
            4463,
            8805,
            4342,
            4463
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519746,
            648342,
            -583512,
            -499989,
            -22657,
            -586290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8877,
    "evaluation_days": 2219.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568354400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759462579053,
    "expiration_time": 1765201896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 187,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 30,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)